+4.9%
SPGI vs SONY
+10.2%
-5.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -1.9% |
| 7D | -2.5% | -5.2% | +2.7% | -0.9% |
| 30D | +5.4% | +0.3% | +5.1% | +5.3% |
| 3M | +9.0% | +6.2% | +2.8% | +6.8% |
| 6M | +0.8% | +9.5% | -8.8% | -2.6% |
| YTD | -12.6% | -8.1% | -4.5% | -10.9% |
| 1Y | -16.1% | -17.9% | +1.8% | -11.8% |
| 3Y | +19.0% | +41.5% | -22.5% | +0.1% |
| All | +4.9% | +10.2% | -5.3% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling